da12a9ec1c
- bj_exchange и «кран» Fancy убраны: данные модуля ЛК в PostgreSQL (схема lk) - трансферные таблицы FTV_M2M: создание при установке, события, справочник участников - сверка с DEPO: счёт, ФИО, дата рождения, ИИС по договору, квал-инвестор из опции DEPO - боевой ЛК ЕСИА Финанс при тестовом ИШ: журнал, отказ через DEPO, статусы в ЛК - онлайн-лицензирование в bj, план тестирования M2M для контрагента (интерактивный HTML) - модули QUIK МНП, экспорт QUIK, НПР/УДС; документы и тестовые материалы Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
1302 lines
28 KiB
Cheetah
1302 lines
28 KiB
Cheetah
[DB]
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DSN=quik_export
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User=
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Password=
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[Service]
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name=ExportService
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displayname=Export Service
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[QUIK Server]
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User=
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Password=
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[General]
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DebugLevel=1
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StatisticPeriod=60
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Memory=10
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ParamPeriod=30
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PortfolioPeriod=60
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UpdateDealLibs=0
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LimitKinds=0, 1, 365
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;PortfolioTimeout=60
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[ErrorMail]
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MailServer=
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MailFromAddress=
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MailToAddress=
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MailSubject=XReport export error log
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MailPort=25
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[Output tables]
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;Classes=Classes
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;Securities=Securities
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;Trades=Trades
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;AllTrades=AllTrades
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;Orders=Orders
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;Firms=Firms
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;Params=Params
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;DepoLimits=DepoLimits
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;MoneyLimits=MoneyLimits
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;UsTrades=UsTrades
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;NegDeals=NegDeals
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;NegReports=NegReports
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;Calendars=Calendars
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;CCPHold=CCPHold
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;Trdaccs=Trdaccs
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;AccountPositions=AccountPositions
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;FirmDepoAccount=FirmDepoAccount
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;SecDepoAccount=SecDepoAccount
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;StopOrders=StopOrders
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;Quotes=Quotes
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;FuturesHolding=FuturesHolding
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;FuturesLimits=FuturesLimits
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Portfolio=Portfolio
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;CCPIndicative=CCPIndicative
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;CCPPriceRange=CCPPriceRange
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;MarketMakerStats=MarketMakerStats
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;MarketMakerForts=MarketMakerForts
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;MarketMakerExtStats=MarketMakerExtStats
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;RmHold=RmHold
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;RmIndicative=RmIndicative
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;RmPriceRange=RmPriceRange
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;RmPriceRangeFirm=RmPriceRangeFirm
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;SecAccIntEx=SecAccIntEx
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;RmProductSpreadCurr=RmProductSpreadCurr
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;AlgoOrders=AlgoOrders
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;AlgoLinkedOrders=AlgoLinkedOrders
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;AlgoLinkedTrades=AlgoLinkedTrades
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;SecuritiesDictionary=SecuritiesDictionary
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;TransResult=TransResult
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;SettleCodes=SettleCodes
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;NCCTransfers=NCCTransfers
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;Prohibitions=Prohibitions
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;CurrencyInfo=CurrencyInfo
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;MoneyLimitsJournal=MoneyLimitsJournal
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;DepoLimitsJournal=DepoLimitsJournal
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;FuturesHoldingJournal=FuturesHoldingJournal
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[ClearTables]
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Classes=1
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Securities=1
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Trades=1
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AllTrades=1
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Orders=1
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Params=1
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DepoLimits=1
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MoneyLimits=1
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UsTrades=1
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NegDeals=1
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NegReports=1
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;FuturesHolding=1
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;FuturesLimits=1
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;AccountPositions=1
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;FirmDepoAccount=1
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;SecDepoAccount=1
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;StopOrders=1
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;Quotes=1
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[Classes]
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TradeDate=TradeDate
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ClassCode=ClassCode
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ClassName=ClassName
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FirmsId=FirmsId
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RFlags=RFlags
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ClassType=ClassType
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ClassSubType=ClassSubType
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CommonBehavior=CommonBehavior
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SpecificBehavior=SpecificBehavior
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[Firms]
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Exchange=Exchange
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FirmId=FirmId
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FirmName=FirmName
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Status=Status
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StatusFlag=StatusFlag
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[Securities]
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TradeDate=TradeDate
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ClassCode=ClassCode
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SecCode=SecCode
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SecType=SecType
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ClassName=ClassName
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FirmsId=FirmId
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RFlags=RFlags
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FaceValue=FaceValue
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OptionStrike=OptionStrike
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OptionType=OptionType
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OptionBaseSecCode=OptionBaseSecCode
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OptionBase=OptionBase
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OptionBaseClassCode=OptionBaseClassCode
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LotSize=LotSize
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MatDate=MatDate
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DaysToMatDate=DaysToMatDate
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MinStep=MinStep
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Scale=Scale
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FaceUnit=FaceUnit
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SecShortName=SecShortName
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SecFullName=SecFullName
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SecName=SecName
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ISINCode=ISINCode
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RegNumber=RegNumber
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Leg1ClassCode=Leg1ClassCode
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Leg1SecCode=Leg1SecCode
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Leg1CFI=Leg1CFI
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Leg1RatioQty=Leg1RatioQty
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Leg1Side=Leg1Side
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Leg1SettleDate=Leg1SettleDate
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Leg2ClassCode=Leg2ClassCode
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Leg2SecCode=Leg2SecCode
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Leg2CFI=Leg2CFI
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Leg2RatioQty=Leg2RatioQty
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Leg2Side=Leg2Side
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Leg2SettleDate=Leg2SettleDate
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[Trades]
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TradeNum=TradeNum
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Operation=Operation
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ClassCode=ClassCode
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TradeDate=TradeDate
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SecCode=SecCode
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Accruedint=Accruedint
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Accruedint2=Accruedint2
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LowerDiscount=LowerDiscount
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OrderNum=OrderNum
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Price=Price
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Price2=Price2
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RepoRate=RepoRate
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RepoValue=RepoValue
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Repo2Value=Repo2Value
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StartDiscount=StartDiscount
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TSCommission=TSCommission
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UpperDiscount=UpperDiscount
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Value=Value
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Yield=Yield
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Qty=Qty
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TradeDateTime=TradeDateTime
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BlockSecurities=BlockSecurities
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RepoTerm=RepoTerm
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ClearingCommission=ClearingCommission
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ExchangeCommission=ExchangeCommission
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TechCenterCommission=TechCenterCommission
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Account=Account
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BrokerRef=BrokerRef
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ClientCode=ClientCode
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SettleCode=SettleCode
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UserId=UserId
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ExchangeCode=ExchangeCode
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Type=Type
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FirmId=FirmId
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FirmName=FirmName
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CPFirmId=CPFirmId
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CPFirmName=CPFirmName
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ClassName=ClassName
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SecName=SecName
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SettleDate=SettleDate
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SettleCurrency=SettleCurrency
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TradeCurrency=TradeCurrency
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StationId=StationId
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BrokerCommission=BrokerCommission
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Kind=Kind
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FirstCurrCode=FirstCurrCode
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FirstCurrQty=FirstCurrQty
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SecondCurrCode=SecondCurrCode
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SecondCurrQty=SecondCurrQty
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Benchmark=Benchmark
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[AllTrades]
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TradeNum=TradeNum
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ClassCode=ClassCode
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TradeDate=TradeDate
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Accruedint=Accruedint
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Price=Price
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Value=Value
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Yield=Yield
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RepoValue=RepoValue
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Repo2Value=Repo2Value
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Qty=Qty
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;TradeTime=TradeTime
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AllTradeDateTime=AllTradeDateTime
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RepoTerm=RepoTerm
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SettleCode=SettleCode
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Period=Period
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SecName=SecName
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SecCode=SecCode
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ClassName=ClassName
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Operation=Operation
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Benchmark=Benchmark
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[Orders]
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OrderNum=OrderNum
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ClassCode=ClassCode
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TradeDate=TradeDate
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Accruedint=Accruedint
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Price=Price
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Value=Value
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Yield=Yield
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Price2=Price2
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Balance=Balance
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Qty=Qty
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UID=UID
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OrderDateTime=OrderDateTime
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WithdrawDateTime=WithdrawDateTime
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Account=Account
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BrokerRef=BrokerRef
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ClientCode=ClientCode
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UserId=UserId
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SettleCode=SettleCode
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Operation=Operation
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State=State
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Type=Type
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FirmId=FirmId
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FirmName=FirmName
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ExchangeCode=ExchangeCode
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SecName=SecName
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SecCode=SecCode
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ClassName=ClassName
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ActivationTime=ActivationTime
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LinkedOrder=LinkedOrder
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Expiry=Expiry
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IsMarketMaker=IsMarketMaker
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FirstCurrCode=FirstCurrCode
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FirstCurrQty=FirstCurrQty
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SecondCurrCode=SecondCurrCode
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SecondCurrQty=SecondCurrQty
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Benchmark=Benchmark
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[FuturesHolding]
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FirmId=FirmId
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SecCode=SecCode
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TrdAccId=TrdAccId
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Type=Type
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TradeDate=TradeDate
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AvrPosnPrice=AvrPosnPrice
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CbplPlanned=CbplPlanned
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CbplUsed=CbplUsed
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Varmargin=Varmargin
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PositionValue=PositionValue
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OpenBuys=OpenBuys
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OpenSells=OpenSells
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StartBuy=StartBuy
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StartNet=StartNet
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StartSell=StartSell
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TodayBuy=TodayBuy
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TodaySell=TodaySell
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TotalNet=TotalNet
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FirmName=FirmName
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SecName=SecName
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[FuturesLimits]
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FirmId=FirmId
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TrdAccId=TrdAccId
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Type=Type
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CurrCode=CurrCode
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LoadDate=LoadDate
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Accruedint=Accruedint
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CbpLimit=CbpLimit
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CbplPlanned=CbplPlanned
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CbplUsed=CbplUsed
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CbpPrevLimit=CbpPrevLimit
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LiquidityCoeff=LiquidityCoeff
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Varmargin=Varmargin
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CbplusedForOrders=CbplusedForOrders
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CbplusedForPositions=CbplusedForPositions
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OptionsPremium=OptionsPremium
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TsCommission=TsCommission
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Kgo=Kgo
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FirmName=FirmName
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[Portfolio]
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IncludeDerivativesMarketClients=1
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FirmID=FirmId
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ClientCode=ClientCode
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LimitKind=LimitKind
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CurrCode=CurrCode
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Tag=Tag
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MarginType=MarginType
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PortfolioValue=PortfolioValue
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InitMargin=InitMargin
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MinMargin=MinMargin
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CorrectedMargin=CorrectedMargin
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RCV1=RCV1
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RCV2=RCV2
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FundsLevel=FundsLevel
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Status=Status
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RiskLevel=RiskLevel
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[MoneyLimitsJournal]
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FirmID=FirmID
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ClientCode=ClientCode
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Tag=Tag
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CurrCode=CurrCode
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LimitKind=LimitKind
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CalcDateTime=CalcDateTime
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CurrentBal=CurrentBal
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CrossRate=CrossRate
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LongDiscount=LongDiscount
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ShortDiscount=ShortDiscount
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[DepoLimitsJournal]
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FirmID=FirmID
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ClientCode=ClientCode
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SecCode=SecCode
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TrdAcc=TrdAcc
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LimitKind=LimitKind
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CalcDateTime=CalcDateTime
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CurrentBal=CurrentBal
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ValuationClassCode=ValuationClassCode
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Price=Price
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PriceCurrCode=PriceCurrCode
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CrossRate=CrossRate
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LongDiscount=LongDiscount
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ShortDiscount=ShortDiscount
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[FuturesHoldingJournal]
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FirmID=FirmID
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SecCode=SecCode
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TrdaccID=TrdaccID
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Type=Type
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CalcDateTime=CalcDateTime
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ClientCode=ClientCode
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CurrentBal=CurrentBal
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VarMargin=VarMargin
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ValuationClassCode=ValuationClassCode
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SettlePrice=SettlePrice
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SettlePriceCurrCode=SettlePriceCurrCode
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CrossRate=CrossRate
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LongDiscount=LongDiscount
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ShortDiscount=ShortDiscount
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Volatility=Volatility
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[Params]
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ClassCode=ClassCode
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SecCode=SecCode
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TradeDate=TradeDate
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accruedint=accruedint
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bid=bid
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biddepth=biddepth
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biddeptht=biddeptht
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buydepo=buydepo
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buyprofit=buyprofit
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change=change
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changetime=changetime
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chngclose=chngclose
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chngopen=chngopen
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closeprice=closeprice
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closetime=closetime
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closeval=closeval
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closeyield=closeyield
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couponvalue=couponvalue
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currentvalue=currentvalue
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curval=curval
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high=high
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highbid=highbid
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last=last
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lastchange=lastchange
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lasttoprevstlprc=lasttoprevstlprc
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lastvalue=lastvalue
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;longname=longname
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Securities.LotSize=lotsize
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low=low
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lowoffer=lowoffer
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marketprice=marketprice
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marketpricetoday=marketpricetoday
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maxoutvolume= maxoutvolume
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negnumtrades=negnumtrades
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negvaltoday=negvaltoday
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numbids=numbids
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numcontracts=numcontracts
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numoffers=numoffers
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numtrades=numtrades
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offer=offer
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offerdepth=offerdepth
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offerdeptht=offerdeptht
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open=[open]
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openval=openval
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prevprice=prevprice
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prevwaprice=prevwaprice
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pricemax=pricemax
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pricemin=pricemin
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priceminusprevwa=priceminusprevwa
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pricemvtlimit=pricemvtlimit
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pricemvtlimitt1=pricemvtlimitt1
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primarydist=primarydist
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qty=qty
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repo2price=repo2price
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selldepo=selldepo
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sellprofit=sellprofit
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status=status
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steppricet=steppricet
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time=time
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theorprice=theorprice
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tradechange=tradechange
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tradingstatus=tradingstatus
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valtoday=valtoday
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value=value
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volatility=volatility
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voltoday=voltoday
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waprice=waprice
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yield=yield
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yieldatprevwapri=yieldatprevwapri
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yieldatwaprice=yieldatwaprice
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bgonp=bgonp
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bgop=bgop
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highval=highval
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ichange=ichange
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iopen=iopen
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lowval=lowval
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pchange=pchange
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quantity=quantity
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settleprice=settleprice
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Securities.OptionStrike=strike
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nextcoupon=nextcoupon
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admittedquote=admittedquote
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issuesize=issuesize
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prevdate=prevdate
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;lopenprice=lopenprice
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lcurrentprice=lcurrentprice
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quotebasis=quotebasis
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couponperiod=couponperiod
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buybackprice=buybackprice
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buybackdate=buybackdate
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duration=duration
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|
Securities.ExpDate=expdate
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|
Securuties.OptionType=optiontype
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|
|
[MoneyLimits]
|
|
LoadDate=LoadDate
|
|
ClientCode=ClientCode
|
|
CurrCode=CurrCode
|
|
FirmId=FirmId
|
|
Tag=Tag
|
|
Leverage=Leverage
|
|
LockedValueCoef=LockedValueCoef
|
|
CurrentBal=CurrentBal
|
|
CurrentLimit=CurrentLimit
|
|
Locked=Locked
|
|
OpenBal=OpenBal
|
|
OpenLimit=OpenLimit
|
|
FirmName=FirmName
|
|
LimitKind=LimitKind
|
|
|
|
[DepoLimits]
|
|
ClientCode=ClientCode
|
|
SecCode=SecCode
|
|
FirmId=FirmId
|
|
Trdacc=Trdacc
|
|
LoadDate=LoadDate
|
|
LockedSellValue=LockedSellValue
|
|
LockedBuy=LockedBuy
|
|
LockedBuyValue=LockedBuyValue
|
|
CurrentBal=CurrentBal
|
|
CurrentLimit=CurrentLimit
|
|
LockedSell=LockedSell
|
|
OpenBal=OpenBal
|
|
OpenLimit=OpenLimit
|
|
FirmName=FirmName
|
|
SecName=SecName
|
|
AwgPositionPrice=AwgPositionPrice
|
|
LimitKind=LimitKind
|
|
|
|
[UsTrades]
|
|
TradeNum=TradeNum
|
|
TradeDate=TradeDate
|
|
ClassCode=ClassCode
|
|
Operation=Operation
|
|
Accruedint=Accruedint
|
|
CPReportNum=CPReportNum
|
|
Price=Price
|
|
Price1=Price1
|
|
Price2=Price2
|
|
RepoRate=RepoRate
|
|
RepoTradeNum=RepoTradeNum
|
|
Value=Value
|
|
Amount=Amount
|
|
ExpectedRepo2Value=ExpectedRepo2Value
|
|
ExpectedRepoValue=ExpectedRepoValue
|
|
ExpectedReturnValue=ExpectedReturnValue
|
|
Repo2Value=Repo2Value
|
|
RepoValue=RepoValue
|
|
ReturnValue=ReturnValue
|
|
TSCommission=TSCommission
|
|
Discount=Discount
|
|
ExpectedDiscount=ExpectedDiscount
|
|
LowerDiscount=LowerDiscount
|
|
UpperDiscount=UpperDiscount
|
|
Qty=Qty
|
|
UsTradeDate=UsTradeDate
|
|
Balance=Balance
|
|
UsTradeSettleDateTime=UsTradeSettleDateTime
|
|
ExpectedQuantity=ExpectedQuantity
|
|
ReportTradeDate=ReportTradeDate
|
|
BlockSecurities=BlockSecurities
|
|
OperationType=OperationType
|
|
RepoTerm=RepoTerm
|
|
Type=Type
|
|
UrgencyFlags=UrgencyFlags
|
|
Account=Account
|
|
BrokerRef=BrokerRef
|
|
CPAccount=CPAccount
|
|
CPFirmId=CPFirmId
|
|
FirmId=FirmId
|
|
FirmName=FirmName
|
|
SettleCode=SettleCode
|
|
ClientCode=ClientCode
|
|
DealState=DealState
|
|
ReportNum=ReportNum
|
|
ClassName=ClassName
|
|
SecName=SecName
|
|
SecCode=SecCode
|
|
Settled=Settled
|
|
ClearingType=ClearingType
|
|
;ReportCommission=ReportCommission
|
|
CouponPayment=CouponPayment
|
|
CouponPaymentDate=CouponPaymentDate
|
|
PrincipalPayment=PrincipalPayment
|
|
PrincipalPaymentDate=PrincipalPaymentDate
|
|
Benchmark=Benchmark
|
|
BenchmarkChangeDate=BenchmarkChangeDate
|
|
BenchmarkValue=BenchmarkValue
|
|
|
|
[NegDeals]
|
|
NegDealNum=NegDealNum
|
|
TradeDate=TradeDate
|
|
ClassCode=ClassCode
|
|
Operation=Operation
|
|
Accruedint=Accruedint
|
|
Price=Price
|
|
Price2=Price2
|
|
Qty=Qty
|
|
RepoRate=RepoRate
|
|
RefundRate=RefundRate
|
|
Value=Value
|
|
Yield=Yield
|
|
LowerDiscount=LowerDiscount
|
|
StartDiscount=StartDiscount
|
|
UpperDiscount=UpperDiscount
|
|
Repo2Value=Repo2Value
|
|
RepoValue=RepoValue
|
|
OriginRepoValue=OriginRepoValue
|
|
OriginDiscount=OriginDiscount
|
|
UID=UID
|
|
NegDealDateTime=NegDealDateTime
|
|
WithdrawDateTime=WithdrawDateTime
|
|
Balance=Balance
|
|
OriginQty=OriginQty
|
|
BlockSecurities=BlockSecurities
|
|
RepoEntry=RepoEntry
|
|
RepoTerm=RepoTerm
|
|
Account=Account
|
|
BrokerRef=BrokerRef
|
|
CPFirmId=CPFirmId
|
|
CPFirmName=CPFirmName
|
|
CPUserId=CPUserId
|
|
FirmId=FirmId
|
|
FirmName=FirmName
|
|
MatchRef=MatchRef
|
|
SettleCode=SettleCode
|
|
UserId=UserId
|
|
ClientCode=ClientCode
|
|
Direction=Direction
|
|
DealState=DealState
|
|
ClassName=ClassName
|
|
SecName=SecName
|
|
SecCode=SecCode
|
|
ActivationDate=ActivationDate
|
|
ActivationTime=ActivationTime
|
|
QuoteNo=QuoteNo
|
|
Benchmark=Benchmark
|
|
|
|
[NegReports]
|
|
ReportNum=ReportNum
|
|
ClassCode=ClassCode
|
|
TradeDate=TradeDate
|
|
Value=Value
|
|
Qty=Qty
|
|
ReportDateTime=ReportDateTime
|
|
WithdrawTime=WithdrawTime
|
|
Account=Account
|
|
CPAccount=CPAccount
|
|
CPFirmId=CPFirmId
|
|
CPFirmName=CPFirmName
|
|
FirmId=FirmId
|
|
FirmName=FirmName
|
|
UserId=UserId
|
|
Direction=Direction
|
|
ReportState=ReportState
|
|
SecName=SecName
|
|
SecCode=SecCode
|
|
ClassName=ClassName
|
|
Commission=Commission
|
|
ReportKind=ReportKind
|
|
|
|
[AccountPositions]
|
|
CurrCode=CurrCode
|
|
Description=Description
|
|
FirmId=FirmId
|
|
Tag=Tag
|
|
LoadDate=LoadDate
|
|
CurrentPos=CurrentPos
|
|
OpenBal=OpenBal
|
|
PlannedPos=PlannedPos
|
|
OrderBuy=OrderBuy
|
|
OrderSell=OrderSell
|
|
Netto=Netto
|
|
PlannedBal=PlannedBal
|
|
|
|
[FirmDepoAccount]
|
|
SecCode=SecCode
|
|
FirmId=FirmId
|
|
LoadDate=LoadDate
|
|
CurrentPos=CurrentPos
|
|
OpenBal=OpenBal
|
|
PlannedPosBuy=PlannedPosBuy
|
|
PlannedPosSell=PlannedPosSell
|
|
SecName=SecName
|
|
UsQtyB=UsQtyB
|
|
UsQtyS=UsQtyS
|
|
|
|
[SecDepoAccount]
|
|
SecCode=SecCode
|
|
FirmId=FirmId
|
|
DepAccId=DepAccId
|
|
TrdAccId=TrdAccId
|
|
LoadDate=LoadDate
|
|
CurrentPos=CurrentPos
|
|
OpenBal=OpenBal
|
|
PlannedPosBuy=PlannedPosBuy
|
|
PlannedPosSell=PlannedPosSell
|
|
SecName=SecName
|
|
PlanBal=PlanBal
|
|
UsQtyB=UsQtyB
|
|
UsQtyS=UsQtyS
|
|
Planned=Planned
|
|
|
|
[StopOrders]
|
|
StopOrderNum=StopOrderNum
|
|
TradeDate=TradeDate
|
|
ConditionPrice=ConditionPrice
|
|
LinkedOrder=LinkedOrder
|
|
Price=Price
|
|
AllTradeNum=AllTradeNum
|
|
CoOrderNum=CoOrderNum
|
|
BaseOrderNum=BaseOrderNum
|
|
CoOrderPrice=CoOrderPrice
|
|
Offset=Offset
|
|
Spread=Spread
|
|
Qty=Qty
|
|
ClassCode=ClassCode
|
|
Balance=Balance
|
|
Condition=Condition
|
|
Expiry=Expiry
|
|
FilledQty=FilledQty
|
|
StopOrderDateTime=StopOrderDateTime
|
|
WithdrawDateTime=WithdrawDateTime
|
|
UID=UID
|
|
Account=Account
|
|
BrokerRef=BrokerRef
|
|
ClientCode=ClientCode
|
|
FirmId=FirmId
|
|
FirmName=FirmName
|
|
State=State
|
|
StateDesc=StateDesc
|
|
OrderKind=OrderKind
|
|
Type=Type
|
|
Mode=Mode
|
|
Operation=Operation
|
|
ConditionSecCode=ConditionSecCode
|
|
ConditionSecName=ConditionSecName
|
|
ConditionClassCode=ConditionClassCode
|
|
ConditionClassName=ConditionClassName
|
|
TransId=TransId
|
|
OffsetUnits=OffsetUnits
|
|
SpreadUnits=SpreadUnits
|
|
ActiveToTime=ActiveToTime
|
|
ConditionPrice2=ConditionPrice2
|
|
ActiveFromToTime=ActiveFromToTime
|
|
MarketStopLimit=MarketStopLimit
|
|
MarketTakeProfit=MarketTakeProfit
|
|
ActiveFromTime=ActiveFromTime
|
|
|
|
[Quotes]
|
|
QuoteNum=QuoteNum
|
|
TradeDate=TradeDate
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
Price=Price
|
|
Price2=Price2
|
|
RepoRate=RepoRate
|
|
RepoValue=RepoValue
|
|
Repo2Value=Repo2Value
|
|
OriginRepoValue=OriginRepoValue
|
|
Discount=Discount
|
|
OriginDiscount=OriginDiscount
|
|
QuoteTime=QuoteTime
|
|
Qty=Qty
|
|
OriginQty=OriginQty
|
|
Operation=Operation
|
|
State=State
|
|
RepoEntry=RepoEntry
|
|
RepoTerm=RepoTerm
|
|
SettleCode=SettleCode
|
|
UserId=UserId
|
|
FirmId=FirmId
|
|
FirmName=FirmName
|
|
|
|
[Trdaccs]
|
|
TrdAccId=TrdAccId
|
|
Type=Type
|
|
FirmId=FirmId
|
|
LoadDate=LoadDate
|
|
Description=Description
|
|
BankAccId=BankAccId
|
|
Status=Status
|
|
DepAccId=DepAccId
|
|
TrdAccType=TrdAccType
|
|
MainTrdAccId=MainTrdAccId
|
|
FirmUse=FirmUse
|
|
FullCoveredSell=FullCoveredSell
|
|
BankIdT0=BankIdT0
|
|
BankIdTPlus=BankIdTPlus
|
|
DepUnitId=DepUnitId
|
|
|
|
[CCPHold]
|
|
ClassCode=ClassCode
|
|
FirmId=FirmId
|
|
SecCode=SecCode
|
|
DepAccId=DepAccId
|
|
Account=Account
|
|
SettleDate=SettleDate
|
|
Qty=Qty
|
|
BankAccId=BankAccId
|
|
QtyBuy=QtyBuy
|
|
QtySell=QtySell
|
|
Netto=Netto
|
|
Debit=Debit
|
|
Credit=Credit
|
|
LoadDate=LoadDate
|
|
PlannedCovered=PlannedCovered
|
|
PlannedCoveredSellLimit=PlannedCoveredSellLimit
|
|
|
|
[CCPIndicative]
|
|
ClassCode=ClassCode
|
|
SettleDate=SettleDate
|
|
SecCode=SecCode
|
|
CCPNum=CCPNum
|
|
LoadDate=LoadDate
|
|
QtyBegin=QtyBegin
|
|
QtyEnd=QtyEnd
|
|
Discount=Discount
|
|
RepoLRateRub=RepoLRateRub
|
|
RepoCRateRub=RepoCRateRub
|
|
RepoHRateRub=RepoHRateRub
|
|
RepoLRate=RepoLRate
|
|
RepoCRate=RepoCRate
|
|
RepoHRate=RepoHRate
|
|
QtyBeginRub=QtyBeginRub
|
|
QtyEndRub=QtyEndRub
|
|
SettlePrice=SettlePrice
|
|
PurePrice=PurePrice
|
|
Discount_L=Discount_L
|
|
Discount_H=Discount_H
|
|
ChangeTime=ChangeTime
|
|
LimitBegin=LimitBegin
|
|
LimitEnd=LimitEnd
|
|
BasePoint=BasePoint
|
|
|
|
[CCPPriceRange]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
CCPNum=CCPNum
|
|
LoadDate=LoadDate
|
|
QtyBegin=QtyBegin
|
|
QtyEnd=QtyEnd
|
|
Discount=Discount
|
|
RTLRub=RTLRub
|
|
RTHRub=RTHRub
|
|
QtyBeginRub=QtyBeginRub
|
|
QtyEndRub=QtyEndRub
|
|
Discount_CCP=Discount_CCP
|
|
Discount_L=Discount_L
|
|
Discount_H=Discount_H
|
|
SettlePrice=SettlePrice
|
|
ChangeTime=ChangeTime
|
|
CurrCode=CurrCode
|
|
|
|
[MarketMakerStats]
|
|
FirmId=FirmId
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
LoadDate=LoadDate
|
|
MGFBUYBREACHED=MGFBUYBREACHED
|
|
MGFSELLBREACHED=MGFSELLBREACHED
|
|
TOTALBUY=TOTALBUY
|
|
TOTALSELL=TOTALSELL
|
|
BUYMGF=BUYMGF
|
|
SELLMGF=SELLMGF
|
|
MINBUY=MINBUY
|
|
MAXSELL=MAXSELL
|
|
ALLOWEDBUY=ALLOWEDBUY
|
|
ALLOWEDSELL=ALLOWEDSELL
|
|
SPREAD=SPREAD
|
|
SPREADLIMIT=SPREADLIMIT
|
|
TOTALBREACHTIME=TOTALBREACHTIME
|
|
TOTALKEEPTIME=TOTALKEEPTIME
|
|
KEEPFLAG=KEEPFLAG
|
|
VOLTRADED=VOLTRADED
|
|
FAIRVOLUME=FAIRVOLUME
|
|
ALLOWDBREACHTIME=ALLOWDBREACHTIME
|
|
QUOTETYPE=QUOTETYPE
|
|
MMTYPE=MMTYPE
|
|
UpdateTime=UpdateTime
|
|
FACTKEEPPERCENT=FACTKEEPPERCENT
|
|
LEFTKEEPTIME=LEFTKEEPTIME
|
|
MMUPDATETIME=MMUPDATETIME
|
|
|
|
[MarketMakerForts]
|
|
LoadDate=LoadDate
|
|
DataID=DataID
|
|
FirmID=FirmID
|
|
TrdAccID=TrdAccID
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
MM_SPREAD=MM_SPREAD
|
|
MM_AMOUNT=MM_AMOUNT
|
|
SPREAD=SPREAD
|
|
PERIOD_START_DATE=PERIOD_START_DATE
|
|
PERIOD_START_TIME=PERIOD_START_TIME
|
|
PERIOD_END_DATE=PERIOD_END_DATE
|
|
PERIOD_END_TIME=PERIOD_END_TIME
|
|
SPREAD_SIGN=SPREAD_SIGN
|
|
AMOUNT_SIGN=AMOUNT_SIGN
|
|
PRICE_EDGE_SELL=PRICE_EDGE_SELL
|
|
PRICE_EDGE_BUY=PRICE_EDGE_BUY
|
|
AMOUNT_SELLS=AMOUNT_SELLS
|
|
AMOUNT_BUYS=AMOUNT_BUYS
|
|
PERCENT_TIME=PERCENT_TIME
|
|
CSTRIKE_OFFSET=CSTRIKE_OFFSET
|
|
FULFIL_MIN=FULFIL_MIN
|
|
FULFIL_PARTIAL=FULFIL_PARTIAL
|
|
FULFIL_TOTAL=FULFIL_TOTAL
|
|
IS_FULFIL_MIN=IS_FULFIL_MIN
|
|
IS_FULFIL_PARTIAL=IS_FULFIL_PARTIAL
|
|
IS_FULFIL_TOTAL=IS_FULFIL_TOTAL
|
|
|
|
[MarketMakerExtStats]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
MMID=MMID
|
|
PARENTMMID=PARENTMMID
|
|
TRDACCID=TRDACCID
|
|
CLIENTCODE=CLIENTCODE
|
|
SCHEMANAME=SCHEMANAME
|
|
AGREEMENT=AGREEMENT
|
|
AGREEMENTDATE=AGREEMENTDATE
|
|
MINSPREADVOLUMEBUY=MINSPREADVOLUMEBUY
|
|
MINSPREADVALUEBUY=MINSPREADVALUEBUY
|
|
MINSPREADVOLUMESELL=MINSPREADVOLUMESELL
|
|
MINSPREADVALUESELL=MINSPREADVALUESELL
|
|
MAXTRADESVOLUME=MAXTRADESVOLUME
|
|
MAXTRADESVALUE=MAXTRADESVALUE
|
|
MINPASSIVETRADESVALUE=MINPASSIVETRADESVALUE
|
|
MAXSPREADPERC=MAXSPREADPERC
|
|
MAXSPREADPERC1=MAXSPREADPERC1
|
|
MAXSPREADPERC2=MAXSPREADPERC2
|
|
MAXSPREADPRICE=MAXSPREADPRICE
|
|
MINKEEPTIME=MINKEEPTIME
|
|
MINKEEPPERCENT=MINKEEPPERCENT
|
|
CURRENTSPREADPERC=CURRENTSPREADPERC
|
|
CURRENTSPREADPERC1=CURRENTSPREADPERC1
|
|
CURRENTSPREADPERC2=CURRENTSPREADPERC2
|
|
CURRENTSPREADPRICE=CURRENTSPREADPRICE
|
|
CURRENTMINBUYPRICE=CURRENTMINBUYPRICE
|
|
CURRENTMAXSELLPRICE=CURRENTMAXSELLPRICE
|
|
CURRENTALLOWEDBUYPRICE=CURRENTALLOWEDBUYPRICE
|
|
CURRENTALLOWEDSELLPRICE=CURRENTALLOWEDSELLPRICE
|
|
TOTALBUYVOLUME=TOTALBUYVOLUME
|
|
TOTALSELLVOLUME=TOTALSELLVOLUME
|
|
TOTALBUYVALUE=TOTALBUYVALUE
|
|
TOTALSELLVALUE=TOTALSELLVALUE
|
|
PUBLICPRICE=PUBLICPRICE
|
|
TOTALBREACHTIME=TOTALBREACHTIME
|
|
TOTALKEEPTIME=TOTALKEEPTIME
|
|
TOTALKEEPTIME1=TOTALKEEPTIME1
|
|
TOTALKEEPTIME2=TOTALKEEPTIME2
|
|
FACTTRADESVOLUME=FACTTRADESVOLUME
|
|
FACTTRADESVALUE=FACTTRADESVALUE
|
|
FACTPASSIVETRADESVOLUME=FACTPASSIVETRADESVOLUME
|
|
FACTPASSIVETRADESVALUE=FACTPASSIVETRADESVALUE
|
|
QUOTETYPE=QUOTETYPE
|
|
FACTKEEPPERCENT=FACTKEEPPERCENT
|
|
FACTKEEPPERCENT1=FACTKEEPPERCENT1
|
|
FACTKEEPPERCENT2=FACTKEEPPERCENT2
|
|
LEFTKEEPTIME=LEFTKEEPTIME
|
|
UPDATETIME=UPDATETIME
|
|
PROCESSED=PROCESSED
|
|
KEEPSPREADVARIANT=KEEPSPREADVARIANT
|
|
|
|
[RmHold]
|
|
ClassCode=ClassCode
|
|
FirmId=FirmId
|
|
SecCode=SecCode
|
|
SettleDate=SettleDate
|
|
LoadDate=LoadDate
|
|
Account=Account
|
|
BankAccId=BankAccId
|
|
Debit=Debit
|
|
Credit=Credit
|
|
ValueBuy=ValueBuy
|
|
ValueSell=ValueSell
|
|
MarginCall=MarginCall
|
|
PlannedCovered=PlannedCovered
|
|
DebitBalance=DebitBalance
|
|
CreditBalance=CreditBalance
|
|
|
|
[RmIndicative]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
SettleDate=SettleDate
|
|
LoadDate=LoadDate
|
|
Num=Num
|
|
LimitBegin=LimitBegin
|
|
LimitEnd=LimitEnd
|
|
LRateRub=LRateRub
|
|
CRateRub=CRateRub
|
|
HRateRub=HRateRub
|
|
LimitBeginRub=LimitBeginRub
|
|
LimitEndRub=LimitEndRub
|
|
ChangeTime=ChangeTime
|
|
|
|
[RmPriceRange]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
LoadDate=LoadDate
|
|
Num=Num
|
|
LimitBegin=LimitBegin
|
|
LimitEnd=LimitEnd
|
|
RTLRub=RTLRub
|
|
RTHRub=RTHRub
|
|
LimitBeginRub=LimitBeginRub
|
|
LimitEndRub=LimitEndRub
|
|
SETTLEPRICE=SETTLEPRICE
|
|
CHANGETIME=CHANGETIME
|
|
Discount_L=Discount_L
|
|
Discount_H=Discount_H
|
|
|
|
[RmPriceRangeFirm]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
LoadDate=LoadDate
|
|
FirmId=FirmId
|
|
Account=Account
|
|
BankAccId=BankAccId
|
|
K_EXCH=K_EXCH
|
|
K_EXCH_SET=K_EXCH_SET
|
|
K_USER=K_USER
|
|
K_USER_SET=K_USER_SET
|
|
COLLATERAL=COLLATERAL
|
|
|
|
[SecAccIntEx]
|
|
LoadDate=LoadDate
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
CurrCode=CurrCode
|
|
AccInt=AccInt
|
|
FaceValue=FaceValue
|
|
|
|
[RmProductSpreadCurr]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
SecCode2=SecCode2
|
|
LoadDate=LoadDate
|
|
FirmId=FirmId
|
|
Coef=Coef
|
|
|
|
[AlgoOrders]
|
|
ClassCode=ClassCode
|
|
OrderNum=OrderNum
|
|
TradeDate=TradeDate
|
|
order_date=order_date
|
|
order_time=order_time
|
|
order_time_mcs=order_time_mcs
|
|
kill_date=kill_date
|
|
kill_time=kill_time
|
|
kill_time_mcs=kill_time_mcs
|
|
class_code=class_code
|
|
class_name=class_name
|
|
sec_code=sec_code
|
|
sec_name=sec_name
|
|
sec_fullname=sec_fullname
|
|
buysell=buysell
|
|
mktlimit=mktlimit
|
|
account=account
|
|
algo_firm_code=algo_firm_code
|
|
firmid=firmid
|
|
qty=qty
|
|
balance=balance
|
|
qty_exec=qty_exec
|
|
value_exec=value_exec
|
|
exec_percent=exec_percent
|
|
price=price
|
|
value=value
|
|
vwap=vwap
|
|
vwap_price=vwap_price
|
|
uid=uid
|
|
client=client
|
|
memo=memo
|
|
status=status
|
|
cancel_reason=cancel_reason
|
|
settle_code=settle_code
|
|
time_in_force=time_in_force
|
|
expiry_date=expiry_date
|
|
expiry_time=expiry_time
|
|
last_trade_price=last_trade_price
|
|
cur_session=cur_session
|
|
enable_exec_alert=enable_exec_alert
|
|
use_work_interval=use_work_interval
|
|
start_time=start_time
|
|
stop_time=stop_time
|
|
cp_firmid=cp_firmid
|
|
displayedqty=displayedqty
|
|
cancel_flag=cancel_flag
|
|
aggressive=aggressive
|
|
spread=spread
|
|
qty_balance=qty_balance
|
|
value_balance=value_balance
|
|
qty_value=qty_value
|
|
currency=currency
|
|
class_code_buy=class_code_buy
|
|
class_name_buy=class_name_buy
|
|
sec_code_buy=sec_code_buy
|
|
sec_name_buy=sec_name_buy
|
|
sec_fullname_buy=sec_fullname_buy
|
|
account_buy=account_buy
|
|
firmid_buy=firmid_buy
|
|
client_buy=client_buy
|
|
class_code_sell=class_code_sell
|
|
class_name_sell=class_name_sell
|
|
sec_code_sell=sec_code_sell
|
|
sec_name_sell=sec_name_sell
|
|
sec_fullname_sell=sec_fullname_sell
|
|
account_sell=account_sell
|
|
firmid_sell=firmid_sell
|
|
client_sell=client_sell
|
|
spread_type=spread_type
|
|
iter_qty=iter_qty
|
|
iter_value=iter_value
|
|
value_balance_buy=value_balance_buy
|
|
qty_exec_buy=qty_exec_buy
|
|
value_exec_buy=value_exec_buy
|
|
vwap_buy=vwap_buy
|
|
vwap_price_buy=vwap_price_buy
|
|
value_balance_sell=value_balance_sell
|
|
qty_exec_sell=qty_exec_sell
|
|
value_exec_sell=value_exec_sell
|
|
vwap_sell=vwap_sell
|
|
vwap_price_sell=vwap_price_sell
|
|
iter_time=iter_time
|
|
stop_limit=stop_limit
|
|
take_profit=take_profit
|
|
spread_percent=spread_percent
|
|
stop_limit_percent=stop_limit_percent
|
|
take_profit_percent=take_profit_percent
|
|
limit_kind=limit_kind
|
|
cancel_client_orders=cancel_client_orders
|
|
stop_limit_type=stop_limit_type
|
|
take_profit_type=take_profit_type
|
|
limit_type=limit_type
|
|
limit=limit
|
|
limit_money=limit_money
|
|
iter_numb_set_mode=iter_numb_set_mode
|
|
number=number
|
|
current=current
|
|
time_type=time_type
|
|
use_time_profile=use_time_profile
|
|
volatility=volatility
|
|
volatility_var=volatility_var
|
|
volatility_var_type=volatility_var_type
|
|
need_market_percent=need_market_percent
|
|
value_percent=value_percent
|
|
vwap_limit=vwap_limit
|
|
vwap_limit_cur=vwap_limit_cur
|
|
no_stop_time=no_stop_time
|
|
value_market=value_market
|
|
qty_market=qty_market
|
|
vwap_market=vwap_market
|
|
min_price=min_price
|
|
max_price=max_price
|
|
enable_catch_up=enable_catch_up
|
|
catch_up_percent=catch_up_percent
|
|
tick_up=tick_up
|
|
use_ioc=use_ioc
|
|
use_iter_limit=use_iter_limit
|
|
work_in_price_range=work_in_price_range
|
|
order_state=order_state
|
|
include_own_trades=include_own_trades
|
|
|
|
[AlgoLinkedOrders]
|
|
OrderNum=OrderNum
|
|
ClassCode=ClassCode
|
|
TradeDate=TradeDate
|
|
LinkedOrderNum=LinkedOrderNum
|
|
LinkedOrderClassCode=LinkedOrderClassCode
|
|
OrderState=OrderState
|
|
|
|
[AlgoLinkedTrades]
|
|
OrderNum=OrderNum
|
|
ClassCode=ClassCode
|
|
TradeDate=TradeDate
|
|
LinkedTradeNum=LinkedTradeNum
|
|
LinkedTradeClassCode=LinkedTradeClassCode
|
|
LinkedTradeSide=LinkedTradeSide
|
|
|
|
[SecuritiesDictionary]
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
TradeDate=TradeDate
|
|
ISIN=ISIN
|
|
StockCode=StockCode
|
|
RIC=RIC
|
|
CUSIP=CUSIP
|
|
SEDOL=SEDOL
|
|
RegNumber=RegNumber
|
|
LocalCode=LocalCode
|
|
StockName=StockName
|
|
SecShortName=SecShortName
|
|
FaceUnit=FaceUnit
|
|
SecFullName=SecFullName
|
|
BSID=BSID
|
|
|
|
[TransResult]
|
|
TransNum=TransNum
|
|
TradeDate=TradeDate
|
|
TransDateTime=TransDateTime
|
|
BaseTransNum=BaseTransNum
|
|
RequestId=RequestId
|
|
TransType=TransType
|
|
ClassCode=ClassCode
|
|
SecurityCode=SecurityCode
|
|
Status=Status
|
|
FirmID=FirmID
|
|
FirmName=FirmName
|
|
Account=Account
|
|
ClientCode=ClientCode
|
|
ResultMsg=ResultMsg
|
|
UID=UID
|
|
BrokerRef=BrokerRef
|
|
ExchangeCode=ExchangeCode
|
|
Price=Price
|
|
OrderNum=OrderNum
|
|
Qty=Qty
|
|
Balance=Balance
|
|
Flags=Flags
|
|
GateReplyTime=GateReplyTime
|
|
ErrorCode=ErrorCode
|
|
ErrorSource=ErrorSource
|
|
FirstOrderNum=FirstOrderNum
|
|
AppSentTime=AppSentTime
|
|
AppSentTimeMs=AppSentTimeMs
|
|
ExporterGotTime=ExporterGotTime
|
|
ExporterGotTimeMs=ExporterGotTimeMs
|
|
Order1SecCode=Order1SecCode
|
|
Order1FirstNum=Order1FirstNum
|
|
Order1Num=Order1Num
|
|
Order1Price=Order1Price
|
|
Order1Qty=Order1Qty
|
|
Order1Balance=Order1Balance
|
|
Order1FirmId=Order1FirmId
|
|
Order1Account=Order1Account
|
|
Order1ClientCode=Order1ClientCode
|
|
Order1Brokerref=Order1Brokerref
|
|
Order1ExchangeCode=Order1ExchangeCode
|
|
Order1Flags=Order1Flags
|
|
Order2SecCode=Order2SecCode
|
|
Order2FirstNum=Order2FirstNum
|
|
Order2Num=Order2Num
|
|
Order2Price=Order2Price
|
|
Order2Qty=Order2Qty
|
|
Order2Balance=Order2Balance
|
|
Order2FirmId=Order2FirmId
|
|
Order2Account=Order2Account
|
|
Order2ClientCode=Order2ClientCode
|
|
Order2Brokerref=Order2Brokerref
|
|
Order2ExchangeCode=Order2ExchangeCode
|
|
Order2Flags=Order2Flags
|
|
|
|
|
|
|
|
|
|
[SettleCodes]
|
|
ClassCode=ClassCode
|
|
SettleCode=SettleCode
|
|
FirmID=FirmID
|
|
TradeDate=TradeDate
|
|
Description=Description
|
|
SettleDate=SettleDate
|
|
|
|
[NCCTransfers]
|
|
TradeDate=TradeDate
|
|
ClassCode=ClassCode
|
|
TradeNum=TradeNum
|
|
OrderNum=OrderNum
|
|
SecCode=SecCode
|
|
FirmID=FirmID
|
|
CPFirmId=CPFirmId
|
|
TradeDateTime=TradeDateTime
|
|
Sell=Sell
|
|
BrokerRef=BrokerRef
|
|
Account=Account
|
|
Price=Price
|
|
Qty=Qty
|
|
Value=Value
|
|
SettleCurrency=SettleCurrency
|
|
Accruedint=Accruedint
|
|
SettleCode=SettleCode
|
|
SettleDate=SettleDate
|
|
Kind=Kind
|
|
SystemRef=SystemRef
|
|
BankAccId=BankAccId
|
|
ClearingFirmId=ClearingFirmId
|
|
ClearingBankAccId=ClearingBankAccId
|
|
TranType=TranType
|
|
TranInfo=TranInfo
|
|
Status=Status
|
|
|
|
[Prohibitions]
|
|
TradeDate=TradeDate
|
|
FirmID=FirmID
|
|
ContractType=ContractType
|
|
RuleNumber=RuleNumber
|
|
RuleType=RuleType
|
|
SecCode=SecCode
|
|
BaseSecCode=BaseSecCode
|
|
Section=Section
|
|
TrdAccId=TrdAccId
|
|
Priority=Priority
|
|
ProhibitionType=ProhibitionType
|
|
Status=Status
|
|
Initiator=Initiator
|
|
InitiatorType=InitiatorType
|
|
|
|
[CurrencyInfo]
|
|
TradeDate=TradeDate
|
|
CurrCode=CurrCode
|
|
CurrShortName=CurrShortName
|
|
CurrFullName=CurrFullName
|
|
Unicode=Unicode
|
|
HtmlCode=HtmlCode
|
|
QtyScale=QtyScale
|
|
MainCurrencyFlag=MainCurrencyFlag
|
|
|
|
[Calendars]
|
|
TradeDate=TradeDate
|
|
CalendarDate=CalendarDate
|
|
Priority=Priority
|
|
CurrCode=CurrCode
|
|
ClassCode=ClassCode
|
|
SecCode=SecCode
|
|
SecType=SecType
|
|
DateType=DateType
|